CME Japanese Yen Future December 2014
| Trading Metrics calculated at close of trading on 14-Oct-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
13-Oct-2014 |
14-Oct-2014 |
Change |
Change % |
Previous Week |
| Open |
0.9310 |
0.9354 |
0.0044 |
0.5% |
0.9118 |
| High |
0.9378 |
0.9378 |
0.0000 |
0.0% |
0.9304 |
| Low |
0.9300 |
0.9322 |
0.0022 |
0.2% |
0.9107 |
| Close |
0.9310 |
0.9355 |
0.0045 |
0.5% |
0.9279 |
| Range |
0.0078 |
0.0056 |
-0.0022 |
-28.2% |
0.0197 |
| ATR |
0.0076 |
0.0075 |
-0.0001 |
-0.7% |
0.0000 |
| Volume |
128,162 |
190,697 |
62,535 |
48.8% |
1,016,958 |
|
| Daily Pivots for day following 14-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9520 |
0.9493 |
0.9386 |
|
| R3 |
0.9464 |
0.9437 |
0.9370 |
|
| R2 |
0.9408 |
0.9408 |
0.9365 |
|
| R1 |
0.9381 |
0.9381 |
0.9360 |
0.9395 |
| PP |
0.9352 |
0.9352 |
0.9352 |
0.9358 |
| S1 |
0.9325 |
0.9325 |
0.9350 |
0.9339 |
| S2 |
0.9296 |
0.9296 |
0.9345 |
|
| S3 |
0.9240 |
0.9269 |
0.9340 |
|
| S4 |
0.9184 |
0.9213 |
0.9324 |
|
|
| Weekly Pivots for week ending 10-Oct-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
0.9821 |
0.9747 |
0.9387 |
|
| R3 |
0.9624 |
0.9550 |
0.9333 |
|
| R2 |
0.9427 |
0.9427 |
0.9315 |
|
| R1 |
0.9353 |
0.9353 |
0.9297 |
0.9390 |
| PP |
0.9230 |
0.9230 |
0.9230 |
0.9249 |
| S1 |
0.9156 |
0.9156 |
0.9261 |
0.9193 |
| S2 |
0.9033 |
0.9033 |
0.9243 |
|
| S3 |
0.8836 |
0.8959 |
0.9225 |
|
| S4 |
0.8639 |
0.8762 |
0.9171 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
0.9378 |
0.9200 |
0.0178 |
1.9% |
0.0067 |
0.7% |
87% |
True |
False |
193,464 |
| 10 |
0.9378 |
0.9088 |
0.0290 |
3.1% |
0.0088 |
0.9% |
92% |
True |
False |
204,851 |
| 20 |
0.9378 |
0.9088 |
0.0290 |
3.1% |
0.0078 |
0.8% |
92% |
True |
False |
183,186 |
| 40 |
0.9762 |
0.9088 |
0.0674 |
7.2% |
0.0066 |
0.7% |
40% |
False |
False |
110,194 |
| 60 |
0.9877 |
0.9088 |
0.0789 |
8.4% |
0.0056 |
0.6% |
34% |
False |
False |
73,585 |
| 80 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0049 |
0.5% |
33% |
False |
False |
55,221 |
| 100 |
0.9902 |
0.9088 |
0.0814 |
8.7% |
0.0043 |
0.5% |
33% |
False |
False |
44,181 |
| 120 |
0.9930 |
0.9088 |
0.0842 |
9.0% |
0.0040 |
0.4% |
32% |
False |
False |
36,819 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
0.9616 |
|
2.618 |
0.9525 |
|
1.618 |
0.9469 |
|
1.000 |
0.9434 |
|
0.618 |
0.9413 |
|
HIGH |
0.9378 |
|
0.618 |
0.9357 |
|
0.500 |
0.9350 |
|
0.382 |
0.9343 |
|
LOW |
0.9322 |
|
0.618 |
0.9287 |
|
1.000 |
0.9266 |
|
1.618 |
0.9231 |
|
2.618 |
0.9175 |
|
4.250 |
0.9084 |
|
|
| Fisher Pivots for day following 14-Oct-2014 |
| Pivot |
1 day |
3 day |
| R1 |
0.9353 |
0.9342 |
| PP |
0.9352 |
0.9328 |
| S1 |
0.9350 |
0.9315 |
|